The cyclical nature of Consumer Sentiments Indices in the US and UK

Joshy Z Easaw, Atanu Ghoshray

Research output: Contribution to journalArticle

3 Citations (Scopus)

Abstract

The present paper investigates the cyclical nature of Consumer Sentiments Indices (CSIs) for the US and UK. Using Threshold Autoregressive (TAR) models the empirical analysis indicates that the US CSI is mean reverting but adjusts asymmetrically and downwardly rigid.
Original languageEnglish
Pages (from-to)1994-1998
Number of pages5
JournalJournal of Socio-Economics
Volume37
Issue number5
DOIs
Publication statusPublished - Oct 2008

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